import pandas as pd
import statsmodels.api as sm
import matplotlib.pyplot as plt
# Function to perform pairs trading strategy
def pairs_trading_strategy(df_pair, stockA, stockB):
# Fit ARIMA model for residuals of stockA
model_residualA = sm.tsa.ARIMA(df_pair[stockA], order=(1, 0, 1))
result_residualA = model_residualA.fit()
# Fit ARIMA model for residuals of stockB
model_residualB = sm.tsa.ARIMA(df_pair[stockB], order=(1, 0, 1))
result_residualB = model_residualB.fit()
# Generate residuals for the selected stock pair
residuals_advanced_A = result_residualA.resid
residuals_advanced_B = result_residualB.resid
# Calculate standard deviation of residuals for control limits
std_residuals_advanced_A = (residuals_advanced_A - residuals_advanced_A.mean()) / residuals_advanced_A.std()
std_residuals_advanced_B = (residuals_advanced_B - residuals_advanced_B.mean()) / residuals_advanced_B.std()
# Generate trading signals based on standardized residuals
threshold_advanced = 1.0
signals_advanced = pd.Series(index=std_residuals_advanced_A.index, dtype=int)
signals_advanced[std_residuals_advanced_A < -threshold_advanced] = 1 # Buy stockA
signals_advanced[std_residuals_advanced_A > threshold_advanced] = -1 # Short stockA
# Calculate standard deviation of standardized residuals for control limits
std_residuals_advanced_A_std_dev = std_residuals_advanced_A.std()
# Redefine control limits based on advanced model
control_limit_upper_advanced = threshold_advanced * std_residuals_advanced_A_std_dev
control_limit_lower_advanced = -threshold_advanced * std_residuals_advanced_A_std_dev
# Generate revised trading signals based on control limits from advanced model
revised_signals_advanced = pd.Series(index=std_residuals_advanced_A.index, dtype=int)
revised_signals_advanced[std_residuals_advanced_A > control_limit_upper_advanced] = -1 # Short stockA
revised_signals_advanced[std_residuals_advanced_A < control_limit_lower_advanced] = 1 # Buy stockA
# Revised trading simulation based on advanced model
capital_advanced = 100000 # Initial trading capital for advanced strategy
position_advanced = 0 # 0 indicates no position for advanced strategy
for i in range(1, len(df_pair)):
if revised_signals_advanced.iloc[i] == 1 and position_advanced == 0: # Buy signal and no position
position_advanced = capital_advanced / df_pair[stockA].iloc[i] # Invest all capital in stockA
capital_advanced = 0
elif revised_signals_advanced.iloc[i] == -1 and position_advanced > 0: # Short signal and there is a long position
capital_advanced = position_advanced * df_pair[stockB].iloc[i] # Sell stockB and convert to capital
position_advanced = 0
# Calculate final capital for advanced strategy
final_capital_advanced = capital_advanced + position_advanced * df_pair[stockA].iloc[-1]
# Print the final capital for advanced strategy
print(f"Final Capital for Advanced Strategy ({stockA}, {stockB}):", final_capital_advanced)
# Visualize and compare results
plt.figure(figsize=(12, 8))
plt.plot(std_residuals_advanced_A, label='Standardized Residuals ' + stockA)
plt.plot(std_residuals_advanced_B, label='Standardized Residuals ' + stockB)
plt.plot(signals_advanced, 'o', label='Trading Signals (Advanced)')
plt.plot(revised_signals_advanced, 'x', label='Revised Signals (Advanced)')
plt.axhline(y=control_limit_upper_advanced, color='r', linestyle='--', label='Upper Control Limit (Advanced)')
plt.axhline(y=control_limit_lower_advanced, color='g', linestyle='--', label='Lower Control Limit (Advanced)')
plt.title(f'Residuals-Based Pairs Trading Strategy (Advanced) - {stockA} vs {stockB}')
plt.legend()
plt.show()
# Iterate over stock files from stock1.csv to stock24.csv
for i in range(1, 25):
file_name = f'stock{i}.csv'
# Load data
df = pd.read_csv(file_name, parse_dates=['timestamp'])
# Select a pair of highly correlated stocks for analysis
stock_pairs = [("GARAN", "AKBNK"), ("VAKBN", "HALKB")] # Add more pairs as needed
# Iterate over stock pairs and apply pairs trading strategy
for stockA, stockB in stock_pairs:
df_pair = df[df['short_name'].isin([stockA, stockB])].pivot(index='timestamp', columns='short_name', values='price')
df_pair = df_pair.pct_change().dropna() # Calculate daily returns
pairs_trading_strategy(df_pair, stockA, stockB)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 39893.541353048306
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 19481.595871460093
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (GARAN, AKBNK): 22510.58126075075
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (VAKBN, HALKB): 44321.486841171645
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): -33807.58409701533
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (VAKBN, HALKB): 28414.0969162983
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): -17822.966507177713
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 12073.41236288155
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 8447.04353476258
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): -10105.613815525381
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 30764.966740575554
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Final Capital for Advanced Strategy (GARAN, AKBNK): -14071.87721774855
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (VAKBN, HALKB): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 63690.47619047764
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 7091.377449096903
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 29589.632829371887
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 30143.673017785957
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 33781.8696883853
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Final Capital for Advanced Strategy (GARAN, AKBNK): 21118.910071140974
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 32870.37037037161
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): -21811.87154514343
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): -22135.416666667374
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (GARAN, AKBNK): -13755.702692037734
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (GARAN, AKBNK): 14308.550511006479
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 31193.41563785922
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 5257.744695886665
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 6233.465608465397
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): -6016.393442624515
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 0.0
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): 4134.254291845356
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): -8425.87455083508
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (VAKBN, HALKB): -7924.753149473318
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 5653.883972468545
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Final Capital for Advanced Strategy (VAKBN, HALKB): -5332.344946873956
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq) /Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
Final Capital for Advanced Strategy (GARAN, AKBNK): 23669.3143431028
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
/Users/ahmetemregokalp/opt/anaconda3/lib/python3.8/site-packages/statsmodels/tsa/statespace/sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
Final Capital for Advanced Strategy (VAKBN, HALKB): 33242.676198617024